+28.4%
XLY vs SNPS
+18.8%
+9.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | -4.2% | -3.6% | -0.6% | -3.7% |
| 3M | -2.7% | -12.9% | +10.2% | +0.7% |
| 6M | -0.6% | -8.2% | +7.6% | +0.2% |
| YTD | -5.0% | -15.4% | +10.4% | -2.3% |
| 1Y | -4.1% | -9.3% | +5.2% | -4.7% |
| 3Y | +33.6% | -14.0% | +47.6% | +18.2% |
| All | +28.4% | +18.8% | +9.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SNPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling